io.fair_acc.sample.financial.dos.DefaultOHLCV Maven / Gradle / Ivy

Go to download
Show more of this group Show more artifacts with this name
Show all versions of samples Show documentation
Small sample applications to showcase the features of the chart-fx library.
The newest version!
package io.fair_acc.sample.financial.dos;

import java.util.*;

import org.apache.commons.lang3.time.DateUtils;

import io.fair_acc.dataset.spi.financial.api.attrs.AttributeModel;
import io.fair_acc.dataset.spi.financial.api.ohlcv.IOhlcv;
import io.fair_acc.sample.financial.service.period.EodPeriod;
import io.fair_acc.sample.financial.service.period.Period;

/**
 * Basic example OHLCV domain object implementation for chart samples.
 * There is a direct implementation of API IOhlcv. In the real implementation is necessary to build
 * middle layer which implements IOhlcv API and encapsulate real OHLCV implementation of your financial framework.
 */
public class DefaultOHLCV implements IOhlcv {
    private OHLCVItem[] ohlcvItems = new OHLCVItem[0];

    private String id;
    private String name;
    private String title;
    private String description;
    private String assetName;
    private String symbol;
    private String studyCategory;
    private Period period = new EodPeriod(); // DAILY
    private OHLCVStateAttributes stateAttributes = new OHLCVStateAttributes();
    private AttributeModel addon;

    public void setAddon(AttributeModel addon) {
        this.addon = addon;
    }

    @Override
    public AttributeModel getAddon() {
        return addon;
    }

    @Override
    public AttributeModel getAddonOrCreate() {
        if (addon == null) {
            addon = new AttributeModel();
        }
        return addon;
    }

    public boolean isConsolidated() {
        return stateAttributes.consolidated;
    }

    public void setConsolidated(boolean consolidated) {
        this.stateAttributes.consolidated = consolidated;
    }

    public String getTitle() {
        return title;
    }

    public String getId() {
        return id;
    }

    public String getName() {
        return name;
    }

    public String getDescription() {
        return description;
    }

    public String getStudyCategory() {
        return studyCategory;
    }

    public String getAssetName() {
        return assetName;
    }

    public String getSymbol() {
        return symbol;
    }

    public Period getPeriod() {
        return period;
    }

    @Override
    public OHLCVItem getOhlcvItem(int sampleId) {
        return ohlcvItems[sampleId + stateAttributes.lowerBound];
    }

    public OHLCVItem getBackOhlcvItem(int sampleId) {
        return getOhlcvItem(size() - 1 - sampleId);
    }

    public OHLCVItem[] getOhlcvItemsArray() {
        if (stateAttributes.lowerBound == 0 && stateAttributes.userUpperBound == -1 && stateAttributes.upperBound == -1) {
            return ohlcvItems;
        }
        OHLCVItem[] newItemArray = new OHLCVItem[stateAttributes.size];
        System.arraycopy(ohlcvItems, stateAttributes.lowerBound, newItemArray, 0, stateAttributes.size);

        return newItemArray;
    }

    public List getOhlcvItemsList() {
        return Arrays.asList(getOhlcvItemsArray());
    }

    @SuppressWarnings({ "rawtypes", "unchecked" })
    public Iterator iterator() {
        if (stateAttributes.upperBound == -1) {
            return new ArrayIterator(ohlcvItems, stateAttributes.lowerBound);
        } else {
            return new ArrayIterator(ohlcvItems, stateAttributes.lowerBound, stateAttributes.upperBound);
        }
    }

    @Override
    public int size() {
        return stateAttributes.size;
    }

    public Date getTimestamp(int sampleId) {
        return ohlcvItems[sampleId + stateAttributes.lowerBound].getTimeStamp();
    }

    public double getValue(int sampleId) {
        // as simple value is used CLOSE value of OHLC
        return ohlcvItems[sampleId + stateAttributes.lowerBound].getClose();
    }

    public double getBackValue(int sampleId) {
        return getValue(size() - 1 - sampleId);
    }

    public OHLCVItem getLastValue() {
        return ohlcvItems[stateAttributes.lastValueIndex];
    }

    public OHLCVItem getOhlcvItemByTimestamp(Date timestamp, final int field) {
        // usage of binary search
        int index = getIndexByTimestamp(timestamp, field);
        if (index < 0) {
            return null;
        }
        return ohlcvItems[index + stateAttributes.lowerBound];
    }

    public synchronized int getIndexByTimestamp(Date timestamp, final int field) {
        OHLCVItem item = new OHLCVItem(timestamp, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0);

        if (ohlcvTimestampComparator == null || ohlcvTimestampComparator.field != field) {
            ohlcvTimestampComparator = new OhlcvTimestampComparator(field);
        }
        // usage of binary search
        int i = Arrays.binarySearch(ohlcvItems, item, ohlcvTimestampComparator);
        // solve boundaries
        if (i < 0) {
            if (Math.abs(i) - 1 == ohlcvItems.length) {
                return -1 * (stateAttributes.size + 1);
            }
            return -(-i - stateAttributes.lowerBound);
        }
        i = i - stateAttributes.lowerBound;
        if (i >= stateAttributes.size) {
            return -1 * (stateAttributes.size + 1);
        }
        return i;
    }

    //------------------------------ setters ------------------------------

    public void setAssetName(String assetName) {
        this.assetName = assetName;
    }

    public void setSymbol(String symbol) {
        this.symbol = symbol;
    }

    public void setTitle(String title) {
        this.title = title;
    }

    public void setId(String id) {
        this.id = id;
    }

    public void setName(String name) {
        this.name = name;
    }

    public void setPeriod(Period period) {
        this.period = period;
    }

    public void setDescription(String description) {
        this.description = description;
    }

    public void setStudyCategory(String studyCategory) {
        this.studyCategory = studyCategory;
    }

    public void setOhlcvItems(OHLCVItem[] ohlcvItems) {
        this.ohlcvItems = ohlcvItems;
        datasetChanged();
    }

    public void addOhlcvItems(List ohlcvItems) {
        addOhlcvItems(ohlcvItems.toArray(new OHLCVItem[ohlcvItems.size()]));
    }

    public void addOhlcvItems(OHLCVItem[] _ohlcvItems) {
        OHLCVItem[] newOhlcvItems = new OHLCVItem[ohlcvItems.length + _ohlcvItems.length];
        System.arraycopy(ohlcvItems, 0, newOhlcvItems, 0, ohlcvItems.length);
        for (int i = 0; i < _ohlcvItems.length; i++) {
            newOhlcvItems[ohlcvItems.length + i] = _ohlcvItems[i];
        }
        ohlcvItems = newOhlcvItems;
        minMaxValueChanged(ohlcvItems);
        datasetChanged();
    }

    public void addOhlcvItem(OHLCVItem ohlcvItem) {
        OHLCVItem[] newOhlcvItems = new OHLCVItem[ohlcvItems.length + 1];
        System.arraycopy(ohlcvItems, 0, newOhlcvItems, 0, ohlcvItems.length);
        newOhlcvItems[ohlcvItems.length] = ohlcvItem;
        ohlcvItems = newOhlcvItems;
        minMaxValueChanged(ohlcvItem);
        datasetChanged();
    }

    private void minMaxValueChanged(OHLCVItem[] ohlcvItems) {
        for (OHLCVItem ohlcvItem : ohlcvItems) {
            minMaxValueChanged(ohlcvItem);
        }
    }

    private void minMaxValueChanged(OHLCVItem ohlcvItem) {
        double high = ohlcvItem.getHigh();
        double low = ohlcvItem.getLow();
        if (high > stateAttributes.maxValue || Double.isNaN(stateAttributes.maxValue)) {
            stateAttributes.maxValue = high;
        }
        if (low < stateAttributes.minValue || Double.isNaN(stateAttributes.minValue)) {
            stateAttributes.minValue = low;
        }
    }

    public void updateOhlcvItem(int index, OHLCVItem ohlcvItem) {
        ohlcvItems[index] = ohlcvItem;
        minMaxValueChanged(ohlcvItem);
    }

    public void setMinValue(double minValue) {
        stateAttributes.minValue = minValue;
    }

    public void setMaxValue(double maxValue) {
        stateAttributes.maxValue = maxValue;
    }

    public double getMinValue() {
        return stateAttributes.minValue;
    }

    public double getMaxValue() {
        return stateAttributes.maxValue;
    }

    //------------------- IOhlcvRangeSupport ------------------------

    public static class OHLCVStateAttributes {
        public boolean consolidated = false;
        public int lowerBound = 0;
        public int upperBound = -1;
        public int userUpperBound = -1;
        public int size;
        public int lastValueIndex;
        public double minValue = Double.NaN;
        public double maxValue = Double.NaN;

        @Override
        public String toString() {
            return "OHLCVStateAttributes [consolidated=" + consolidated + ", lowerBound="
          + lowerBound + ", upperBound=" + upperBound + ", userUpperBound=" + userUpperBound + ", size=" + size + ", lastValueIndex="
          + lastValueIndex + ", minValue=" + minValue + ", maxValue=" + maxValue + "]";
        }
    }

    public static IOhlcv createShellCopyRangedOHLCV(DefaultOHLCV rOHLCV) {
        DefaultOHLCV rangedOHLCV = new DefaultOHLCV();
        rangedOHLCV.setAssetName(rOHLCV.assetName);
        rangedOHLCV.setDescription(rOHLCV.title);
        rangedOHLCV.setId(rOHLCV.title);
        rangedOHLCV.setName(rOHLCV.title);
        rangedOHLCV.setSymbol(rOHLCV.symbol);
        rangedOHLCV.setTitle(rOHLCV.title);
        rangedOHLCV.setOhlcvItems(rOHLCV.ohlcvItems);
        rangedOHLCV.stateAttributes = rOHLCV.stateAttributes;

        return rangedOHLCV;
    }

    public static IOhlcv createOHLCV(
            String assetName, String symbol, String title, OHLCVItem[] ohlcvItems, double minValue, double maxValue) {
        DefaultOHLCV rangedOHLCV = new DefaultOHLCV();

        rangedOHLCV.setAssetName(assetName);
        rangedOHLCV.setDescription(title);
        rangedOHLCV.setId(title);
        rangedOHLCV.setName(title);
        rangedOHLCV.setSymbol(symbol);
        rangedOHLCV.setTitle(title);
        rangedOHLCV.setOhlcvItems(ohlcvItems);
        rangedOHLCV.setMinValue(minValue);
        rangedOHLCV.setMaxValue(maxValue);

        return rangedOHLCV;
    }

    public IOhlcv createRestrictedOHLCV(int[] range) {
        DefaultOHLCV rangedOHLCV = new DefaultOHLCV();
        rangedOHLCV.stateAttributes.lowerBound = range[0];
        rangedOHLCV.stateAttributes.upperBound = range[1];

        rangedOHLCV.setAssetName(assetName);
        rangedOHLCV.setDescription(description);
        rangedOHLCV.setId(id);
        rangedOHLCV.setName(name);
        rangedOHLCV.setSymbol(symbol);
        rangedOHLCV.setTitle(title);
        rangedOHLCV.setConsolidated(stateAttributes.consolidated);

        rangedOHLCV.setOhlcvItems(ohlcvItems); // shell copy!

        return rangedOHLCV;
    }

    public void setUserUpperBound(int upper) {
        this.stateAttributes.userUpperBound = upper + stateAttributes.lowerBound;
        datasetChanged();
    }

    public int getUserUpperBound() {
        return stateAttributes.userUpperBound - stateAttributes.lowerBound;
    }

    public void clearUserUpperBound() {
        stateAttributes.userUpperBound = -1;
        datasetChanged();
    }

    public int getLowerBound() {
        return stateAttributes.lowerBound;
    }

    public int getUpperBound() {
        return stateAttributes.upperBound;
    }

    public void increaseUserUpperBound(int i) {
        stateAttributes.userUpperBound += i;
        datasetChanged();
    }

    protected void datasetChanged() {
        if (stateAttributes.userUpperBound == -1) {
            if (stateAttributes.upperBound == -1) {
                stateAttributes.size = ohlcvItems.length - stateAttributes.lowerBound;

            } else {
                stateAttributes.size = stateAttributes.upperBound + 1 - stateAttributes.lowerBound;
            }
        } else {
            stateAttributes.size = stateAttributes.userUpperBound + 1 - stateAttributes.lowerBound;
        }
        stateAttributes.lastValueIndex = stateAttributes.size - 1 + stateAttributes.lowerBound;
    }

    //-----------------------------------------------------------------

    private OhlcvTimestampComparator ohlcvTimestampComparator = null;

    private class OhlcvTimestampComparator implements Comparator {
        public int field;

        public OhlcvTimestampComparator(int field) {
            this.field = field;
        }

        @Override
        public int compare(OHLCVItem o1, OHLCVItem o2) {
            return DateUtils.truncatedCompareTo(o1.getTimeStamp(), o2.getTimeStamp(), field);
        }
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        result = prime * result + ((assetName == null) ? 0 : assetName.hashCode());
        result = prime * result + ((id == null) ? 0 : id.hashCode());
        result = prime * result + ((period == null) ? 0 : period.hashCode());
        result = prime * result + ((symbol == null) ? 0 : symbol.hashCode());
        return result;
    }

    @Override
    public boolean equals(Object obj) {
        if (this == obj)
            return true;
        if (obj == null)
            return false;
        if (getClass() != obj.getClass())
            return false;
        DefaultOHLCV other = (DefaultOHLCV) obj;
        if (assetName == null) {
            if (other.assetName != null)
                return false;
        } else if (!assetName.equals(other.assetName))
            return false;
        if (id == null) {
            if (other.id != null)
                return false;
        } else if (!id.equals(other.id))
            return false;
        if (period == null) {
            if (other.period != null)
                return false;
        } else if (!period.equals(other.period))
            return false;
        if (symbol == null) {
            if (other.symbol != null)
                return false;
        } else if (!symbol.equals(other.symbol))
            return false;
        return true;
    }

    @Override
    public String toString() {
        return "OHLCV [id=" + id + ", name=" + name + ", title=" + title + ", assetName=" + assetName + ", symbol=" + symbol + ", period=" + period + "]";
    }
}